-4.8%
UPST vs RRX
+52.0%
-56.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.8% |
| 7D | -3.5% | +3.4% | -7.0% | -6.1% |
| 30D | -7.1% | -11.1% | +4.0% | +2.1% |
| 3M | -13.1% | -23.7% | +10.6% | +4.0% |
| 6M | -1.1% | -22.0% | +20.9% | +9.4% |
| YTD | -35.9% | +16.5% | -52.3% | -53.7% |
| 1Y | -57.4% | +11.5% | -68.9% | -68.4% |
| 3Y | -14.9% | +1.5% | -16.4% | -31.4% |
| 5Y | -88.7% | +18.3% | -106.9% | -91.9% |
| All | -4.8% | +52.0% | -56.9% | -40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RRX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling